Bayesian Methods in Finance
Svetlozar T Rachev author Frank J Fabozzi author John S J Hsu author Biliana S Bagasheva author
Format:Hardback
Publisher:John Wiley & Sons Inc
Published:11th Mar '08
Currently unavailable, and unfortunately no date known when it will be back
Bayesian Methods in Finance provides a detailed overview of the theory of Bayesian methods and explains their real-world applications to financial modeling. While the principles and concepts explained throughout the book can be used in financial modeling and decision making in general, the authors focus on portfolio management and market risk management—since these are the areas in finance where Bayesian methods have had the greatest penetration to date.
ISBN: 9780471920830
Dimensions: 236mm x 163mm x 31mm
Weight: 558g
352 pages